-
2
-
-
0011632722
-
Re-interpreting the failure of foreign exchange market efficiency tests: Small transaction costs, big hysteresis bands
-
Baldwin, R.E., 1990. Re-interpreting the failure of foreign exchange market efficiency tests: small transaction costs, big hysteresis bands. CEPR Discussion Paper, 407.
-
(1990)
CEPR Discussion Paper
, pp. 407
-
-
Baldwin, R.E.1
-
4
-
-
84977718189
-
Characterizing predictable components in excess returns on equity and foreign exchange markets
-
Bekaert G., Hodrick R.J. Characterizing predictable components in excess returns on equity and foreign exchange markets. J. Finance. 47:1992;467-510.
-
(1992)
J. Finance
, vol.47
, pp. 467-510
-
-
Bekaert, G.1
Hodrick, R.J.2
-
5
-
-
0001660278
-
The speculative efficiency hypothesis
-
Bilson J.F.O. The speculative efficiency hypothesis. J. Bus. 54:1981;435-451.
-
(1981)
J. Bus.
, vol.54
, pp. 435-451
-
-
Bilson, J.F.O.1
-
6
-
-
48549113655
-
Forward and spot exchange rates
-
Fama E.F. Forward and spot exchange rates. J. Monet. Econ. 14:1984;319-338.
-
(1984)
J. Monet. Econ.
, vol.14
, pp. 319-338
-
-
Fama, E.F.1
-
7
-
-
0011633828
-
Fixes: Of the forward discount puzzle
-
Flood, R.P., Rose, A.K., 1994. Fixes: of the forward discount puzzle. NBER Working Paper, 4928.
-
(1994)
NBER Working Paper
, pp. 4928
-
-
Flood, R.P.1
Rose, A.K.2
-
8
-
-
0002729030
-
Exchange rate economics: What's wrong with the conventional macro approach
-
In: Frankel, J.A., Galli, G., Giovannini, A. (Eds.) NBER
-
Flood, R.P., Taylor, M.P., 1996. Exchange rate economics: what's wrong with the conventional macro approach. In: Frankel, J.A., Galli, G., Giovannini, A. (Eds.), The Microstructure of Foreign Exchange Markets. NBER, pp. 261-294.
-
(1996)
The Microstructure of Foreign Exchange Markets
, pp. 261-294
-
-
Flood, R.P.1
Taylor, M.P.2
-
9
-
-
38249016785
-
How to beat the random walk: An empirical model of real exchange rates
-
Koedijk K.G., Schotman P. How to beat the random walk: an empirical model of real exchange rates. J. Int. Econ. 29:1990;311-332.
-
(1990)
J. Int. Econ.
, vol.29
, pp. 311-332
-
-
Koedijk, K.G.1
Schotman, P.2
-
10
-
-
77956852950
-
Puzzles in international financial markets
-
In: Rogoff, K., Grossman, G. (Eds.) North Holland, Amsterdam.
-
Lewis, K.K., 1995. Puzzles in international financial markets, vol. 3. In: Rogoff, K., Grossman, G. (Eds.), Handbook of International Economics. North Holland, Amsterdam.
-
(1995)
Handbook of International Economics
, vol.3
-
-
Lewis, K.K.1
-
11
-
-
38149146397
-
Neglected common factors in exchange rate volatility
-
Mahieu R., Schotman P. Neglected common factors in exchange rate volatility. J. Empirical Finance. 1:1994;279-311.
-
(1994)
J. Empirical Finance
, vol.1
, pp. 279-311
-
-
Mahieu, R.1
Schotman, P.2
|